I haven't made peppercorn sauce for many years, but from recollection, how you combine the pepper and the fat is the key. Many sauces use cream, but it's not completely necessary. The pepper flavour is staying in the peppercorns, which is why it doesn't come on early.
I suspect you need to cook the pepper in the butter before making the roux. This will extract the flavour into the sauce better, as piperine (the most important component of the flavour) isn't really soluble in water.
Some recipes use alcohol, which also dissolves piperine, e.g. this one (in French) makes a reduction using cognac and adds the butter later.
I've started making it again recently, and tend to slightly crack the peppercorns and add them to hot fat (butter or olive oil; I normally soften some finely-chopped onions so it's in the pan already). Then I add alcohol - brandy is traditional but whisky is good here - and simmer as lightly as possible for a few minutes to reduce, before adding cream, If you want it thicker, you can add just a little flour before adding the alcohol, but then simmering to make a reduction from the alcohol is harder.
White pepper is also quite common; I can't instantly find a recipe but some use ground white pepper in a cream-based sauce, with whole black or green peppercorns. If you're using ground white pepper, buy it fresh; it doesn't keep its flavour very well.
As for the saltiness, are you adding as much as the commercial sauce? Commercial sauces often use shocking amounts of salt, but you might not need as much once the pepper flavour is dealt with.